Unspeakable mortification at the memory of something embarrassing is one of the symptoms, not the disease. (Not that I’m saying painful memories are always a symptom of an underlying mental issue! Sometimes we just do things that we regret.) Ana might go into therapy hoping to dull the pain of remembering mild humiliation at the hands of Christian Grey, but she’d wind up staying because of her deep-seated psychological issues.
Of course, Ana could just be exaggerating for dramatic effect. She seems to do that often.